In 1997 Mellish joined the business section of The Sydney Morning Herald as a staff writer. He moved to the Australian Financial Review in 2000, where he was employed as the financial services editor, and later became the chief economics writer based in Canberra. In 2004, he moved back to Sydney as a senior reporter covering business news.

Mellish won a Walkley Award for business journalism in 2006 for a series of articles he wrote in November 2005, which revealed the details of former Reserve Bank of Australia board member Robert Gerard's 14-year battle with the Australian Taxation Office. Mellish revealed details of a Caribbean tax haven deal which resulted in a A$150 million out-of-court settlement for tax evasion and Gerard's resignation from the Reserve Bank of Australia.